Marketa Halova Wolfe : Citation Profile

Are you Marketa Halova Wolfe?

Skidmore College

6

H index

5

i10 index

147

Citations

RESEARCH PRODUCTION:

9

Articles

4

Papers

RESEARCH ACTIVITY:

   7 years (2014 - 2021). See details.
   Cites by year: 21
   Journals where Marketa Halova Wolfe has often published
   Relations with other researchers
   Recent citing documents: 48.    Total self citations: 5 (3.29 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha810
   Updated: 2023-05-27    RAS profile: 2021-12-20    
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Relations with other researchers

Works with:

Kurov, Alexander (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Marketa Halova Wolfe.

Is cited by:

Rousse, Olivier (10)

Sévi, Benoît (10)

Kurov, Alexander (8)

Bauer, Michael (4)

Anatolyev, Stanislav (4)

Lakdawala, Aeimit (4)

Strasser, Georg (3)

Smales, Lee (3)

Moravcova, Michala (3)

Karali, Berna (3)

Kočenda, Evžen (3)

Cites to:

Diebold, Francis (8)

Bollerslev, Tim (7)

Andersen, Torben (6)

Vega, Clara (6)

Kurov, Alexander (5)

Mendez-Carbajo, Diego (4)

Strasser, Georg (4)

Balduzzi, Pierluigi (3)

Hautsch, Nikolaus (3)

Xing, Yuqing (3)

Moench, Emanuel (3)

Main data

Where Marketa Halova Wolfe has published?

Working Papers Series with more than one paper published# docs
Boston College Working Papers in Economics / Boston College Department of Economics3

Recent works citing Marketa Halova Wolfe (2022 and 2021)

YearTitle of citing document
2022.

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2021Risk & returns around FOMC press conferences: a novel perspective from computer vision. (2020). Marchal, Alexis. In: Papers. RePEc:arx:papers:2012.06573.

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2023Volume dynamics around FOMC announcements. (2023). Zhu, Sonya. In: BIS Working Papers. RePEc:bis:biswps:1079.

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2022Does the Federal Open Market Committee cycle affect credit risk?. (2022). Zhong, Zhaodong ; Wang, Xinjie ; Li, Yubin ; Huang, Difang. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:1:p:143-167.

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2021Trumps tweets: Sentiment, stock market volatility, and jumps. (2021). Sun, Bianxia ; Dong, Xuyi ; Nishimura, Yusaku. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:3:p:497-512.

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2021Trump’s Effect on the Chinese Stock Market. (2021). Xu, Zhiwei ; Jiao, Yang ; Guo, Shijun. In: Journal of Asian Economics. RePEc:eee:asieco:v:72:y:2021:i:c:s1049007820301470.

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2022Heroes, just for one day: The impact of Donald Trump’s tweets on stock prices. (2022). Theissen, Erik ; Mestel, Roland ; MacHus, Tobias. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:33:y:2022:i:c:s2214635021001386.

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2022China’s monetary policy and global stock markets: A new cointegration approach with smoothing structural changes. (2022). Chen, Pei-Fen ; Lee, Chingnun ; Hung, Ying-Shu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:643-666.

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2021President’s Tweets, US-China economic conflict and stock market Volatility: Evidence from China and G5 countries. (2021). Sun, Bianxia ; Nishimura, Yusaku. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s106294082100125x.

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2022Rigid payment breaking, default spread and yields of Chinese treasury bonds. (2022). Xu, Xiangyun ; Jia, Fei ; Chen, Yunping ; Yu, Cong ; Huang, Xiaoyong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001777.

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2021Presidential candidates linguistic tone: The impact on the financial markets. (2021). Massoud, Nadia ; Marin, Matej ; Valentini, Aljoa ; Ichev, Riste. In: Economics Letters. RePEc:eee:ecolet:v:204:y:2021:i:c:s0165176521001531.

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2022The informativeness of regional GDP announcements: Evidence from China. (2022). Guan, Wei ; Ding, Wenhong ; Liao, Guanmin ; Hao, Rubin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:67:y:2022:i:c:p:78-99.

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2022It is not just What you say, but How you say it: Why tonality matters in central bank communication. (2022). Shen, Aizhong ; Stan, Raluca ; Chen, Denghui ; Gu, Chen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:68:y:2022:i:c:p:216-231.

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2021How good are analyst forecasts of oil prices?. (2021). Valencia, Consuelo ; Ortega, Hector ; Cortazar, Gonzalo. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003856.

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2022Time-varying Granger causality tests in the energy markets: A study on the DCC-MGARCH Hong test. (2022). Caporin, Massimiliano ; Costola, Michele. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002523.

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2021Does the shale gas boom change the natural gas price-production relationship? Evidence from the U.S. market. (2021). Wen, Jun ; Chu, Yin ; Wang, Quan-Jing ; Feng, Gen-Fu ; Chang, Chun-Ping. In: Energy Economics. RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988319300799.

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2021Stochastic volatility, jumps and leverage in energy and stock markets: Evidence from high frequency data. (2021). Baum, Christopher ; Chen, Liyuan ; Zerilli, Paola. In: Energy Economics. RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988319302622.

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2022Understanding the linkage-dependence structure between oil and gas markets: A new perspective. (2022). Lu, Quanying ; Dong, Jichang ; Chai, Jian ; Wei, Zhaohao. In: Energy. RePEc:eee:energy:v:257:y:2022:i:c:s0360544222016589.

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2021Macroeconomic news and treasury futures return volatility: Do treasury auctions matter?. (2021). Smales, Lee. In: Global Finance Journal. RePEc:eee:glofin:v:48:y:2021:i:c:s1044028320301162.

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2022Does monetary policy fuel bitcoin demand? Event-study evidence from emerging markets. (2022). Marmora, Paul. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443121001931.

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2022Informativeness of trades around macroeconomic announcements in the foreign exchange market. (2022). Gau, Yin-Feng ; Wu, Zhen-Xing. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000245.

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2021The FOMC announcement returns on long-term US and German bond futures. (2021). Tse, Yiuman ; Jiao, Feng ; Indriawan, Ivan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:123:y:2021:i:c:s0378426620302880.

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2021Macroeconomic news announcements and market efficiency: Evidence from the U.S. Treasury market. (2021). Lo, Ingrid ; Lin, Hai ; Qiao, Rui. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002119.

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2022Informed trading in foreign exchange futures: Payroll news timing. (2022). Park, Yang-Ho. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:135:y:2022:i:c:s037842662100323x.

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2022When does the fed care about stock prices?. (2022). Zaynutdinova, Gulnara R ; Olson, Eric ; Kurov, Alexander. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:142:y:2022:i:c:s0378426622001522.

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2021Strength of words: Donald Trumps tweets, sanctions and Russias ruble. (2021). Ledyaeva, Svetlana ; Fedorova, Elena ; Afanasyev, Dmitriy O. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:184:y:2021:i:c:p:253-277.

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2021Eye in the sky: Private satellites and government macro data. (2021). Panayotov, George ; Mukherjee, Abhiroop ; Shon, Janghoon. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:1:p:234-254.

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2022Premium for heightened uncertainty: Explaining pre-announcement market returns. (2022). Zhu, Haoxiang ; Wang, Jiang ; Pan, Jun. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:3:p:909-936.

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2022Who Values Economist Forecasts? Evidence From Trading in Treasury Markets. (2022). Leung, Henry ; Jarnecic, Elvis ; James, Robert. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:49:y:2022:i:c:s1042957321000358.

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2022The Fed and the stock market: A tale of sentiment states. (2022). Kontonikas, Alexandros ; Hung, Chi-Hsiou D ; Guo, Haifeng. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:128:y:2022:i:c:s0261560622001103.

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2022Drift Begone! Release policies and preannouncement informed trading. (2022). Wolfe, Marketa Halova ; Sancetta, Alessio ; Kurov, Alexander. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:128:y:2022:i:c:s0261560622001218.

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2021The impact of the change in USDA announcement release procedures on agricultural commodity futures. (2021). Tse, Yiuman ; Martinez, Valeria ; Indriawan, Ivan. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:23:y:2021:i:c:s240585132030026x.

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2022The “necessary evil” in Chinese commodity markets. (2022). Zhang, Tingxi ; Mo, DI ; Fan, John Hua. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:25:y:2022:i:c:s2405851321000209.

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2022How do USDA announcements affect international commodity prices?. (2022). Ke, Yangmin ; McKenzie, Andrew M. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:28:y:2022:i:c:s2405851321000726.

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2021Oil, natural gas and BRICS stock markets: Evidence of systemic risks and co-movements in the time-frequency domain. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Maitra, Debasish ; Ur, Mobeen. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000799.

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2023How Elon Musks Twitter activity moves cryptocurrency markets. (2023). Ante, Lennart. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:186:y:2023:i:pa:s0040162522006333.

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2021Market-Based Monetary Policy Uncertainty. (2019). Mueller, Philippe ; Lakdawala, Aeimit ; Bauer, Michael. In: Working Paper Series. RePEc:fip:fedfwp:2019-12.

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2021Order Routing Decisions for a Fragmented Market: A Review. (2021). Zhao, LE ; Mishra, Suchismita. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:556-:d:680965.

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2021The joint cross section of stocks and options. (2021). Subrahmanyam, Avanidhar ; Muravyev, Dmitriy ; Kurov, Alexander ; Chordia, Tarun. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:3:p:1758-1778.

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2021The Impact of US Macroeconomic News on the Prices of Single Stocks on the Vienna Stock Exchange. (2021). Wojtowicz, Tomasz ; Mitterer, Christoph ; Gurgul, Henryk. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:13:y:2021:i:3:p:287-329.

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2022Social media sentiment and the stock market. (2022). Sardar, Naafey ; Harun, Syed M ; Fekrazad, Amir. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:46:y:2022:i:2:d:10.1007_s12197-022-09575-x.

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2021How does the financial market update beliefs about the real economy? Evidence from the oil market. (2021). Anatolyev, Stanislav ; Selezneva, Veronika. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:36:y:2021:i:7:p:938-961.

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2021Are industry?level indicators more helpful to forecast industrial stock volatility? Evidence from Chinese manufacturing purchasing managers index. (2021). Bai, Lan ; Wei, YU ; Yang, Kun. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:1:p:17-39.

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2021Investor sentiment and the market reaction to macroeconomic news. (2021). Chen, Denghui ; Gu, Chen ; Stan, Raluca. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:9:p:1412-1426.

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2022Market inefficiencies surrounding energy announcements. (2022). Kurov, Alexander ; Alturki, Sultan. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:1:p:172-188.

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2022Market uncertainty and sentiment around USDA announcements. (2022). Robe, Michel A ; A N, . In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:2:p:250-275.

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2022The information content of the volatility index options trading volume. (2022). Stan, Raluca ; Kurov, Alexander ; Guo, XU. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:9:p:1721-1737.

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2021Fixed?k inference for volatility. (2021). Liao, Zhipeng ; Bollerslev, Tim. In: Quantitative Economics. RePEc:wly:quante:v:12:y:2021:i:4:p:1053-1084.

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Works by Marketa Halova Wolfe:

YearTitleTypeCited
2019DO INVESTORS CARE ABOUT PRESIDENTIAL COMPANY?SPECIFIC TWEETS? In: Journal of Financial Research.
[Full Text][Citation analysis]		article12
2014Learning to Argue with Intermediate Macro Theory: A Semester-Long Team Writing Project In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper0
2014Learning to Argue with Intermediate Macro Theory: A Semester-Long Team Writing Project.(2014) In: The Journal of Economic Education.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		article
2015What do Chinese Macro Announcements Tell Us About the World Economy? In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper22
2015What do Chinese macro announcements tell us about the world economy?.(2015) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22		article
2015Price Drift before U.S. Macroeconomic News: Private Information about Public Announcements? In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper49
2019Price Drift Before U.S. Macroeconomic News: Private Information about Public Announcements?.(2019) In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 49		article
2016Price drift before U.S. macroeconomic news: private information about public announcements?.(2016) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 49		paper
2018Relief Rallies after FOMC Announcements as a Resolution of Uncertainty In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article9
2014Bidirectional causality in oil and gas markets In: Energy Economics.
[Full Text][Citation analysis]		article26
2021The disappearing pre-FOMC announcement drift In: Finance Research Letters.
[Full Text][Citation analysis]		article4
2020Integrating data analysis into an introductory macroeconomics course In: International Review of Economics Education.
[Full Text][Citation analysis]		article0
2014Noisy Inventory Announcements and Energy Prices In: Journal of Futures Markets.
[Full Text][Citation analysis]		article25

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